-25.6%
COMP vs EL
-65.9%
+40.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.9% | -4.2% | -6.2% |
| 7D | -1.8% | -1.1% | -0.7% | -1.2% |
| 30D | -0.8% | +15.3% | -16.1% | -7.8% |
| 3M | -28.1% | +24.2% | -52.4% | -36.4% |
| 6M | +27.0% | +30.9% | -3.9% | +9.0% |
| YTD | -12.8% | +3.9% | -16.6% | -19.1% |
| 1Y | +4.9% | +19.9% | -15.0% | -10.7% |
| 3Y | +321.0% | +2.5% | +318.5% | +246.1% |
| 5Y | -25.6% | -66.7% | +41.1% | +82.6% |
| All | -25.6% | -65.9% | +40.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling